Paul started out making his costumes from paper mache. It's an accessible, cheap medium that can be used to create just about any shape, large or small. The results can be sturdy and weatherproof if done right. It can also be heavy and uncomfortable. But it's a time honored Halloween costume material and I've gathered some links that show it's versatility and potential high quality (no balloon heads). I also threw in some cardboard, duct tape and plaster gauze links.